02446nam0 22005293i 450 VAN024985620230531121208.430N978303042580720220908d2020 |0itac50 baengCH|||| |||||Statistical Analysis of Operational Risk DataGiovanni De Luca, Danilo Carità, Francesco MartinelliChamSpringer2020ix, 84 p.ill.24 cm001VAN01029162001 SpringerBriefs in statistics210 Berlin [etc.]Springer2011-VAN0249857Statistical Analysis of Operational Risk Data290708662F10Point estimation [MSC 2020]VANC021207MF46F10Operations with distributions and generalized functions [MSC 2020]VANC022657MF62H05Characterization and structure theory for multivariate probability distributions; copulas [MSC 2020]VANC024598MF62H30Classification and discrimination; cluster analysis (statistical aspects) [MSC 2020]VANC028931MFCapital-at-riskKW:KConvolutionKW:KCopulaKW:KExtreme value theoryKW:KFrequency analysisKW:KIdentification of risk classesKW:KLoss distribution approachKW:KMixture of distributionsKW:KOperational riskKW:KOverall loss distributionKW:KReal-world dataKW:KRisk class aggregationKW:KSeverity analysisKW:KCHChamVANL001889De LucaGiovannieconomistaVANV20426877549CaritàDaniloVANV2042691253659MartinelliFrancescoVANV204270466494Springer <editore>VANV108073650ITSOL20240614RICAhttp://doi.org/10.1007/978-3-030-42580-7E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0249856BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 4862 08eMF4862 20220908 Statistical Analysis of Operational Risk Data2907086UNICAMPANIA